Liquidity
Risk.net poll: CCPs should have access to central bank liquidity
The majority of respondents to an online poll support central bank liquidity access for CCPs, but critics argue this would be likely to lead to the break-up of multi-currency clearers
Disenchantment with equities boosts attractions of forex
Tapping the power of forex
Video: Banks can arbitrage central bank liquidity provision
A conflict between new liquidity regulations under Basel III and existing central bank operations leaves a gap that banks may be able to exploit, warns financial stability expert
Australian banks still face liquidity challenges, FSB peer review finds
A Financial Stability Board peer review finds the Australian financial system remains strong but banks face Basel III liquidity and wholesale funding challenges
IMF modelling work on liquidity risk points to capital hike, says Jobst
Recent analysis by the International Monetary Fund indicates that banks in the US need to raise capital to cover systemic liquidity risk threats
Profile: Standard Bank CRO on rogue trading, liquidity and lending
“We do not have a liquidity issue”
Video: Industry experts clash over whether to publish liquidity ratios
A Basel III conference panel disagree over whether banks should publish liquidity coverage ratio and net stable funding ratio estimates now, even though the final rules are not yet agreed
Liquidity swaps face uncertain future as FSA consults on risk management
Liquidity swaps face uncertain future as FSA consults on risk management
Efficacy of alpha strategies called into question
Alpha strategies may result in lower volatility but they do not necessarily provide higher returns, according to market participants
FSA urged to take direct action against liquidity swap ‘malpractice’
The British Bankers' Association (BBA) has called on the FSA to pursue individual cases of liquidity swap ‘malpractice’, rather than imposing new industry-wide regulations on the transactions
BIS calls for greater vigilance over sovereign risks
Bank for International Settlements Quarterly Review warns weaker global growth outlook risks fuelling sovereign debt crisis
Sovereign debt crisis undermines LCR, critics say
Bankers at Eurofi conference in Wroclaw, Poland call for a wider range of assets to be eligible for Basel III's liquidity coverage ratio
Australia’s international connections cause risk management and regulatory headache
Risk & Return Australia 2011
SFOA conference: Eurex supports central bank access for CCPs
Derivatives clearing houses should be able to rely on central bank liquidity support, says Eurex exec at SFOA annual conference
Basel Committee's Walter dismisses reports of LCR overhaul
Basel Committee is working on criteria to decide what counts as a liquid asset, but secretary general says no decisions have yet been taken on how – or whether – to change the LCR
Q&A: Myron Scholes on LTCM, crisis lessons and the value of intermediation
Quants' golden age
CVA's cousin: Dealers try to value early termination clauses
Adjustment anxiety
Basel III liquidity rules shaking up the corporate deposit market
Deposit(ive) thinking
Regulators wary of new corporate deposits that sit outside Basel III LCR
Basel III arms race begins with product that uses a rolling, embedded option to keep deposits outside bounds of new liquidity ratio
Interbank settlements: the cash must flow
The cash must flow
Risk waterfall at CME, Ice makes porting harder, dealers say
The need to provide portability could pressure CCPs to lean more heavily on initial margin than default funds to absorb losses
Ignoring the perils of portability
The perils of portability
The product no-one wants to sell: portability held up by lack of rules
Under-the-counter derivatives